I live in Sweden, and it should be no biggie for anyone to move here! If you stay here illegal we have the worst police officers that won´t care to find you, almost no military force and worst of all, alchohol and beer is expensive as fuck. Most Swedes rent a big truck, go to Germany, load it with beer, then go home. (Atleast i do sometimes, saves me shitload of money).
On the serious side, it shouldn´t be a problem as long as you got something to do, altho you can come here and not do anyhthing for 10 years and still stay like many other people in my town have done. A part of me hates my country so much after how i got treated by the authorities, but most of the time it works. If you go to Sweden, be sure to stay close to the coast cities, they are the only good ones, the deeper you go into this country the more it sucks.